-79.8%
BHR vs VT
+223.7%
-303.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | -1.2% |
| 7D | +12.6% | +0.4% | +12.2% | +12.0% |
| 30D | +33.1% | -2.6% | +35.7% | +38.6% |
| 3M | -22.2% | -3.2% | -19.0% | -18.5% |
| 6M | -42.5% | +0.9% | -43.4% | -44.9% |
| YTD | -43.9% | +11.3% | -55.2% | -54.9% |
| 1Y | -39.8% | +14.0% | -53.8% | -53.6% |
| 3Y | -7.8% | +75.8% | -83.6% | -66.7% |
| 5Y | -62.8% | +57.8% | -120.7% | -83.2% |
| 10Y | -79.8% | +219.8% | -299.6% | -96.7% |
| All | -79.8% | +223.7% | -303.5% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling